Abstract
A martingale problem for pseudo-differential operators on infinite dimensional spaces is formulated and the existence of a solution is proved. Applications to infinite dimensional "stable-like" processes are presented.
Citation
V. Bogachev. P. Lescot. M. Röckner. "The martingale problem for pseudo-differential operators on infinite-dimensional spaces." Nagoya Math. J. 153 101 - 118, 1999.
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